PhDr. Jiří Kukačka Ph.D.


Position: Postdoctoral Fellow
Field of interest: Financial Econometrics, Behavioral Finance and Macro, Heterogeneous Agent Models, Agent-Based Simulations in Economics, Financial Crashes, Multifractality
Membership: Internal, Macroeconomics and Econometrics


Office: 247 UTIA
Email: jiri [DOT] kukacka [AT] fsv [DOT] cuni [DOT] cz
Phone: +420 602 767 305
Personal web pages:
Available: upon request in advance via email above, please, usually Thursdays or Fridays at UTIA, office 247

More information


JEM005 - Advanced Econometrics
JEM116 - Applied Econometrics


Organisation Memberships

FinMaP (European Commission Project), DYME – Dynamic Models in Economics (Excellence Project of the Czech Science Foundation), Society for Economic Science with Heterogeneous Interacting Agents, Society for Computational Economics, CFEnetwork


2011 - 2016: Ph.D., Economics, Charles University, Dissertation Thesis available here
2012: PhDr. (M.Phil. equivalent), Economics, Charles University
2008 - 2011: Mgr. (M.A. equivalent), Economics, Charles University
2008 - 2009: University of Bath, School of Management, United Kingdom
2005 - 2008: Bc. (B.A. equivalent), Economic Theories, Charles University

Summer Schools and Academic Workshops:
2016: WEHIA 2016 Doctoral Summer School (Castellon)
2015: First Ancona-Milano Summer School on AB Economics (Ancona)
2015: CEF SCE 2015 Workshops on ABM and Compexity (Taipei)
2015: WEHIA 2015 Doctoral Summer School (Nice)
2014: Agent-Based Modeling teaching course (Leipzig)
2014: WEHIA 2014 PhD Summer School (Beijing)
2013: 4th Summer School of the European Social Simulation Association (Hamburg)
2013: WEHIA 2013 PhD School (Reykjavik)
2012: WEHIA 2012 PhD School (Paris)

Job history

Academic Staff:
2016: Research Visit, Kiel University, Germany, Department of Economics, working with Stephen Sacht
2016: Postdoctoral Research Visit, University of California, Irvine, Department of Economics, working with William Branch
2016+: Postdoctoral Fellow, IES FSV UK, see also my ResearchGate profile and Personal RePEc webpage
2013 - 2015: Member of the Center for Doctoral Studies, IES FSV UK
2013+: Member of the Department of Macroeconomics and Econometrics, IES FSV UK

2016+: Postdoctoral Researcher, The Czech Academy of Sciences, Institute of Information Theory and Automation (UTIA), Department of Econometrics
2013 - 2016: Research Assistant, Ph.D. Candidate, CAS IITA

Teaching Assistant IES FSV UK:
2015+: JEM005 - Advanced Econometrics
2011+: JEM116 - Applied Econometrics
2011 - 2015: JEB110 - Econometrics II

2009: National Economic Council (NERV), assistant to Professor Ing. Michal Mejstrik, CSc., economic analyses of particular financial topics during the preparation of the National Crisis Packet

Extra activities

2014+: Member of the Economic and Legislative Committee of the Academic Senate FSV UK
2013+: Member of the Disciplinary Committee FSV UK (alternate)
2014 - 2016: Academic Senator, Pedagogic Chamber, AS FSV UK
Refereeing: Quantitative Finance, Computational Economics (3x), Emerging Markets Finance and Trade, Physica A, Scottish Journal of Political Economy, Czech Journal of Economics and Finance (4x), Prague Economic Papers (2x)
2007 - 2012: E-klub IES FSV UK
2009 - 2011: Charles University International Club

Awards and prizes

Best Course Teaching Award (master level) for Advanced Econometrics (with Dr. Barunik, T. Krehlik, A. Zeynalov, and L. Kraicova), 2015
Best Course Teaching Award (master level) for Applied Econometrics (with doc. Horvath, Dr. Barunik, Dr. Baxa, F. Cech, and M. Rusnak), 2014
Golden Course Faculty Teaching Award (best master level economic course) for Applied Econometrics (with doc. Horvath, Dr. Barunik, and Dr. Baxa), 2012
Dean's Award for an extraordinarily good masters diploma thesis, 2011
RWE Scholarship 2009 - 2011
Dean's Award for an excellent Final State Exam performance and for an extraordinarily good bachelors diploma thesis, 2008

Topics for supervision

Bachelor theses

Students are welcome to contact me via email and consult the supervision of Bachelor theses related to fields of my research interest. Maximum load of supervised theses is around 2 for 2017/18:

- topics on Heterogeneous Agent Modelling (HAM) in Finance, e.g. sensitivity analysis of HAMs, see a video about the HAM topic
- sensitivity analysis (maybe estimation) of a simple Macro Agent-Based Model (MABM), see a video about the MABM topic
- topics on Agent-Based Modelling (ABM) in Economics and Finance, implementation/extension and analysis of a simple model in NetLogo. Example: A simple financial market with zero intelligence agents, see textbook (download it here) for more inspiration
- extending theoretical (microeconomic) models into discrete agent-based domain. Do both result in the same findings? Examples: Cournot oligopoly with simple learning, Cartels, implementation in NetLogo, see textbook (download it here) for more inspiration
- topics on Behavioural Finance, empirical or agent-based approach, see videos about the BF topic here and here

Currently (2016/17) supervising 2 bachelor theses at IES FSV UK:
Renáta Wojnarová: Agent-Based Analysis of Market Potential for Electric Vehicles in the Czech Republic
Aneta Pinteková: Corporate Social Responsibility and stock market performance: The evolution of CSR impact in time and the role of the business-relevant CSR activities

Newly supervised (for 2017/18) bachelor theses:
Jan Vainer: Agent-based modelling in monopolistic competition analysis

Master theses

- topics on Heterogeneous Agent Modelling (HAM) in Finance, e.g. calibration and simulation based estimation (SMM, SMLE) of HAMs, see a video about the HAM topic
- calibration and estimation (SMM, SMLE) of a complex Behavioural New Keynesian model, see a video about the Macro Agent-Based Model (MABM) topic
- analysis of a Bounded Rationality New Keynesian Model (determinacy, e-stability, learning in Macro), read this article (+ paper if you like it) for more inspiration about Bounded Rationality in Macro
- Simulated Maximum Likelihood methods in Econometrics (simulation based analysis of performance, comparison to Simulated Method of Moments), check some articles here, here and here
- an advanced empirical analysis of selected Behavioural Finance topics, read about interesting behavioural patterns and anomalies here. Are these patters still detectable today? Are they detectable at other markets than where discovered? Can one reasonably profit on this knowledge?

Supervised Bachelor theses

all/awarded: 7/1
Awarded: Bc. Filip Staněk

Supervised Master Theses

all/awarded: 1/0


CV (March 2017)
EMIS brochure
How to get Mathematica at IES
Latsis Workshop 2012 poster


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